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Johanna G. Neslehova
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Multivariate Archimedean copulas, d-monotone functions and 1-norm symmetric distributions
AJ McNeil, J Nešlehová
8272009
A primer on copulas for count data
C Genest, J Nešlehová
ASTIN Bulletin: The Journal of the IAA 37 (2), 475-515, 2007
5982007
Quantitative models for operational risk: extremes, dependence and aggregation
V Chavez-Demoulin, P Embrechts, J Nešlehová
Journal of Banking & Finance 30 (10), 2635-2658, 2006
4182006
Infinite mean models and the LDA for operational risk
J Nešlehová, P Embrechts, V Chavez-Demoulin
Journal of Operational Risk 1 (1), 3-25, 2006
2822006
Beyond simplified pair-copula constructions
EF Acar, C Genest, J Nešlehová
Journal of Multivariate Analysis 110, 74-90, 2012
1722012
On rank correlation measures for non-continuous random variables
J Nešlehová
Journal of Multivariate Analysis 98 (3), 544-567, 2007
1492007
Tests of symmetry for bivariate copulas
C Genest, J Nešlehová, JF Quessy
Annals of the Institute of Statistical Mathematics 64, 811-834, 2012
1372012
A goodness-of-fit test for bivariate extreme-value copulas
C Genest, I Kojadinovic, J Nešlehová, J Yan
1302011
Estimators based on Kendall's tau in multivariate copula models
C Genest, J Nešlehová, N Ben Ghorbal
Australian & New Zealand Journal of Statistics 53 (2), 157-177, 2011
1272011
Additivity properties for Value-at-Risk under Archimedean dependence and heavy-tailedness
P Embrechts, J Nešlehová, MV Wüthrich
Insurance: Mathematics and Economics 44 (2), 164-169, 2009
1222009
From archimedean to liouville copulas
AJ McNeil, J Nešlehová
Journal of Multivariate Analysis 101 (8), 1772-1790, 2010
1102010
Inference in multivariate Archimedean copula models
C Genest, J Nešlehová, J Ziegel
Test 20, 223-256, 2011
902011
Stein's Lemma for elliptical random vectors
Z Landsman, J Nešlehová
Journal of Multivariate Analysis 99 (5), 912-927, 2008
872008
Multivariate archimax copulas
A Charpentier, AL Fougčres, C Genest, JG Nešlehová
Journal of Multivariate Analysis 126, 118-136, 2014
792014
On the Ghoudi, Khoudraji, and Rivest test for extreme‐value dependence
N Ben Ghorbal, C Genest, J Nešlehová
Canadian Journal of Statistics 37 (4), 534-552, 2009
782009
Copulas and copula models
C Genest, J Nešlehová
Wiley StatsRef: Statistics Reference Online, 2014
652014
On the empirical multilinear copula process for count data
C Genest, JG Nešlehová, B Rémillard
642014
Asymptotic behavior of the empirical multilinear copula process under broad conditions
C Genest, JG Nešlehová, B Rémillard
Journal of Multivariate Analysis 159, 82-110, 2017
602017
Extremal behavior of Archimedean copulas
M Larsson, J Nešlehová
Advances in Applied Probability 43 (1), 195-216, 2011
542011
On tests of radial symmetry for bivariate copulas
C Genest, JG Nešlehová
Statistical Papers 55, 1107-1119, 2014
532014
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